| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
4,753.00 |
4,692.75 |
-60.25 |
-1.3% |
4,709.75 |
| High |
4,784.50 |
4,779.25 |
-5.25 |
-0.1% |
4,879.75 |
| Low |
4,672.75 |
4,688.00 |
15.25 |
0.3% |
4,558.50 |
| Close |
4,694.50 |
4,766.00 |
71.50 |
1.5% |
4,748.00 |
| Range |
111.75 |
91.25 |
-20.50 |
-18.3% |
321.25 |
| ATR |
86.19 |
86.55 |
0.36 |
0.4% |
0.00 |
| Volume |
285,041 |
238,486 |
-46,555 |
-16.3% |
2,043,299 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,018.25 |
4,983.25 |
4,816.25 |
|
| R3 |
4,927.00 |
4,892.00 |
4,791.00 |
|
| R2 |
4,835.75 |
4,835.75 |
4,782.75 |
|
| R1 |
4,800.75 |
4,800.75 |
4,774.25 |
4,818.25 |
| PP |
4,744.50 |
4,744.50 |
4,744.50 |
4,753.00 |
| S1 |
4,709.50 |
4,709.50 |
4,757.75 |
4,727.00 |
| S2 |
4,653.25 |
4,653.25 |
4,749.25 |
|
| S3 |
4,562.00 |
4,618.25 |
4,741.00 |
|
| S4 |
4,470.75 |
4,527.00 |
4,715.75 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,692.50 |
5,541.50 |
4,924.75 |
|
| R3 |
5,371.25 |
5,220.25 |
4,836.25 |
|
| R2 |
5,050.00 |
5,050.00 |
4,807.00 |
|
| R1 |
4,899.00 |
4,899.00 |
4,777.50 |
4,974.50 |
| PP |
4,728.75 |
4,728.75 |
4,728.75 |
4,766.50 |
| S1 |
4,577.75 |
4,577.75 |
4,718.50 |
4,653.25 |
| S2 |
4,407.50 |
4,407.50 |
4,689.00 |
|
| S3 |
4,086.25 |
4,256.50 |
4,659.75 |
|
| S4 |
3,765.00 |
3,935.25 |
4,571.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,879.75 |
4,558.50 |
321.25 |
6.7% |
151.75 |
3.2% |
65% |
False |
False |
424,613 |
| 10 |
4,879.75 |
4,558.50 |
321.25 |
6.7% |
106.50 |
2.2% |
65% |
False |
False |
341,178 |
| 20 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
80.25 |
1.7% |
57% |
False |
False |
284,586 |
| 40 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
66.00 |
1.4% |
57% |
False |
False |
257,831 |
| 60 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
62.00 |
1.3% |
57% |
False |
False |
218,981 |
| 80 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
55.00 |
1.2% |
57% |
False |
False |
164,286 |
| 100 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
54.75 |
1.1% |
80% |
False |
False |
131,441 |
| 120 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
53.00 |
1.1% |
80% |
False |
False |
109,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,167.00 |
|
2.618 |
5,018.25 |
|
1.618 |
4,927.00 |
|
1.000 |
4,870.50 |
|
0.618 |
4,835.75 |
|
HIGH |
4,779.25 |
|
0.618 |
4,744.50 |
|
0.500 |
4,733.50 |
|
0.382 |
4,722.75 |
|
LOW |
4,688.00 |
|
0.618 |
4,631.50 |
|
1.000 |
4,596.75 |
|
1.618 |
4,540.25 |
|
2.618 |
4,449.00 |
|
4.250 |
4,300.25 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,755.25 |
4,753.50 |
| PP |
4,744.50 |
4,741.00 |
| S1 |
4,733.50 |
4,728.50 |
|